-6.7%
JD vs DKS
-30.4%
+23.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | +5.2% | +9.4% | -4.2% | +4.9% |
| 30D | +4.5% | +9.8% | -5.3% | +4.2% |
| 3M | -15.4% | -29.3% | +13.9% | -13.9% |
| 6M | -6.0% | -32.6% | +26.5% | -4.0% |
| YTD | +2.2% | -22.6% | +24.7% | +1.7% |
| 1Y | -6.7% | -29.8% | +23.2% | -6.3% |
| All | -6.7% | -30.4% | +23.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling